+404.9%
CORZ vs BRO
-14.8%
+419.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -3.0% | -8.6% | +5.6% | -4.7% |
| 30D | -12.1% | -6.9% | -5.2% | -13.3% |
| 3M | -32.4% | +10.5% | -42.9% | -33.0% |
| 6M | +12.4% | -2.8% | +15.1% | +13.6% |
| YTD | +19.3% | -16.1% | +35.4% | +23.4% |
| 1Y | +8.6% | -27.6% | +36.2% | +17.9% |
| All | +404.9% | -14.8% | +419.8% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling